Quantitative trading competition Q13
Guaranteed investments of $2,250,000

CLOSED
Enter the biggest algorithmic trading competition.
The best 3 algorithms get guaranteed investments of:
$1,000,000  |  $750,000  |  $500,000
You pocket half of the performance fees as long as your algo performs.
Submit your trading algorithm before August 1, 2019.
HOW IT WORKS
OBJECTIVE
Write a trading algorithm on futures and submit it to the Quantiacs platform before the deadline. Your code remains a black box and you always keep the IP. Use Quantiacs’ free futures data and the free and open source back testing toolbox.
 
TIME LINE
There are two main phases in the competition: The submission period and the live simulation period.
Deadline for trading algorithm submissions:   07/31/2019 (11:59:59PM PST)

Once your trading algorithm is uploaded you cannot change it but you can submit new versions of it (up to 10 submissions per day). All submitted trading algorithms will be simulated for 4 months with live market data.

Live simulation period:   08/01/2019 – 11/30/2019 (11:59:59PM PST)

SCORING
Your final score is the lower of your Sharpe Ratio of your backtest, which starts on January 1, 2005, and the Sharpe Ratio of the live simulation (Min[Sharpe Ratio backtest, Sharpe Ratio live]). If you submit several trading systems we will take the one with the highest score. We will announce the winners at the beginning of January 2020. The three best algorithmic trading systems get guaranteed investments of $500,000, $750,000, and $1,000,000.

IMPORTANT
To score in the competition your trading algorithm:
• Trades futures (you can use stocks in your indicators)
• Have a live Sharpe Ratio that is no less than the backtest Sharpe ratio divided by two
• Evaluates in less than 30 minutes on our servers (rule of thumb)
• Returns the same result if it is run twice (deterministic)
• Have a backtest Sharpe Ratio greater than 1.0
• Does not use ex post common knowledge (e.g. ‘don’t trade in 2008 and 2009’)
• Uses a maximum lookback of 2520 trading days
 
For a detailed collection of all rules please see the official rules.

RANKING

Backtest

Live Test August 2019 to November 30 2019

Rank
Name
Score
Upload Date
Trading System
Yearly Perf. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 876
 
s_poramet
 
Q13 contest
-1.10
01/18/2019 02:01
W Clamp CNR Pentagon 5
53.74%
7.95%
6.89
14.25
 Rank: 877
 
s_poramet
 
Q13 contest
-1.10
01/26/2019 00:07
Y Clamp CNR Pentagon 5
53.74%
7.95%
6.88
14.25
 Rank: 878
 
s_poramet
 
Q13 contest
-1.10
01/25/2019 00:21
Y Clamp CNR iBal
47.34%
10.09%
4.75
8.81
 Rank: 879
 
s_poramet
 
Q13 contest
-1.10
01/17/2019 00:19
W Clamp CNR iBal
47.34%
10.09%
4.75
8.81
 Rank: 880
 
s_poramet
 
Q13 contest
-1.10
07/31/2019 08:16
XMC SMA EV 33
15.85%
4.99%
3.14
5.86
 Rank: 881
 
s_poramet
 
Q13 contest
-1.10
02/06/2019 00:32
Z Clamp CNR Duo 1
59.86%
8.38%
7.48
15.73
 Rank: 882
 
charless
 
Q13 contest
-1.10
05/04/2019 23:42
Q13-001.py
61.31%
5.20%
12.83
34.92
 Rank: 883
 
s_poramet
 
Q13 contest
-1.11
07/16/2019 09:42
Velvetberry
12.88%
6.27%
2.10
3.31
 Rank: 884
 
s_poramet
 
Q13 contest
-1.11
07/21/2019 01:44
Kaykey
14.88%
7.18%
2.17
3.37
 Rank: 885
 
s_poramet
 
Q13 contest
-1.11
07/18/2019 11:16
VOT Berry
13.27%
6.06%
2.20
3.59
 Rank: 886
 
charless
 
Q13 contest
-1.12
05/22/2019 10:26
Q13-089.py
150.99%
6.53%
25.41
95.41
 Rank: 887
 
charless
 
Q13 contest
-1.12
05/12/2019 13:11
Q13-030.py
57.67%
3.44%
17.61
83.32
 Rank: 888
 
s_poramet
 
Q13 contest
-1.12
01/23/2019 00:47
W Clamp CNR Trio 19
52.17%
7.91%
6.72
13.52
 Rank: 889
 
s_poramet
 
Q13 contest
-1.12
02/20/2019 08:03
Z LvlSd Mn1 Miracle 75
37.30%
8.99%
4.41
7.72
 Rank: 890
 
s_poramet
 
Q13 contest
-1.13
07/24/2019 07:54
Stock Trading
24.41%
12.30%
1.96
3.27
 Rank: 891
 
s_poramet
 
Q13 contest
-1.13
07/31/2019 08:15
XMC SMA EV 01
13.39%
4.65%
2.89
5.28
 Rank: 892
 
s_poramet
 
Q13 contest
-1.13
01/22/2019 01:31
W Clamp CNR Trio 10
45.32%
9.01%
5.14
9.65
 Rank: 893
 
s_poramet
 
Q13 contest
-1.13
03/09/2019 05:16
Take All
16.52%
7.41%
2.24
3.82
 Rank: 894
 
charless
 
Q13 contest
-1.14
05/16/2019 15:23
Q13-068.py
222.01%
9.92%
24.13
76.08
 Rank: 895
 
s_poramet
 
Q13 contest
-1.14
01/29/2019 00:18
Y Clamp CNR Square 14
59.08%
7.96%
7.54
16.58
 Rank: 896
 
s_poramet
 
Q13 contest
-1.14
01/21/2019 02:24
W Clamp CNR Square 14
59.08%
7.96%
7.56
16.58
 Rank: 897
 
charless
 
Q13 contest
-1.15
07/27/2019 05:19
Q13-288.py
29.12%
6.16%
4.89
9.29
 Rank: 898
 
vsujith
 
Q13 contest
-1.16
07/22/2019 05:04
1307Garcia
9.31%
3.07%
3.09
5.46
 Rank: 899
 
charless
 
Q13 contest
-1.16
05/13/2019 17:41
Q13-037.py
272.76%
7.52%
40.51
195.54
 Rank: 900
 
s_poramet
 
Q13 contest
-1.17
07/18/2019 11:17
VOTTY Berry
12.53%
3.41%
3.82
6.41